Tài liệu Mạng thần kinh thường xuyên cho dự đoán P8 ppt

Recurrent Neural Networks for Prediction
Authored by Danilo P. Mandic, Jonathon A. Chambers
Copyright
c
2001 John Wiley & Sons Ltd
ISBNs: 0-471-49517-4 (Hardback); 0-470-84535-X (Electronic)
8
Data-Reusing Adaptive
Learning Algorithms
8.1 Perspective
In this chapter, a class of data-reusing learning algorithms for recurrent neural net-
works is analysed. This is achieved starting from a case of feedforward neurons,
through to the case of networks with feedback, trained with gradient descent learn-
ing algorithms. It is shown that the class of data-reusing algorithms outperforms the
standard (a priori) algorithms for nonlinear adaptive filtering in terms of the instanta-
neous prediction error. The relationships between the a priori and a posteriori errors,
learning rate and the norm of the input vector are derived in this context.
8.2 Introduction
The so-called a posteriori error estimates provide us with, roughly speaking, some
information after computation. From a practical point of view, they are valuable and
useful, since real-life problems are often nonlinear, large, ill-conditioned, unstable or
have multiple solutions and singularities (Hlavacek and Krizek 1998). The a posteriori
error estimators are local in a computational sense, and the computational complexity
of a posteriori error estimators should be far less expensive than the computation of
an exact numerical solution of the problem. An account of the essence of a posteriori
techniques is given in Appendix F.
In the area of linear adaptive filters, the most comprehensive overviews of a poste-
riori techniques can be found in Treichler (1987) and Ljung and Soderstrom (1983).
These techniques are also known as data-reusing techniques (Douglas and Rupp 1997;
Roy and Shynk 1989; Schnaufer and Jenkins 1993; Sheu et al. 1992). The quality of an
a posteriori error estimator is often measured by its efficiency index , i.e. the ratio of

the estimated error to the true error. It has been shown that the a posteriori approach
in the neural network framework introduces a kind of normalisation of the employed
learning algorithm (Mandic and Chambers 1998c). Consequently, it is expected that
the instantaneous a posteriori output error ¯e(k) is smaller in magnitude than the
136 INTRODUCTION
corresponding a priori error e(k) for a non-expansive nonlinearity Φ (Mandic and
Chambers 1998c; Treichler 1987).
8.2.1 Towards an A Posteriori Nonlinear Predictor
To obtain an a posteriori RNN-based nonlinear predictor, let us, for simplicity, con-
sider a NARMA recurrent perceptron, the output of which can be expressed as
y(k)=Φ(u
T
(k)w(k)), (8.1)
where the information vector
u(k)=[x(k − 1), ,x(k − M ), 1,y(k − 1), ,y(k − N)]
T
(8.2)
comprises both the external input and feedback signals. As the updated weight vector
w(k+1) is available before the arrival of the next input vector u(k+1), an a posteriori
output estimate ¯y(k) can be formed as
¯y(k)=Φ(u
T
(k)w(k + 1)). (8.3)
The corresponding instantaneous a priori and a posteriori errors at the output neuron
of a neural network are given, respectively, as
e(k)=d(k) − y(k) a priori error, (8.4)
¯e(k)=d(k) − ¯y(k) a posteriori error, (8.5)
where d(k) is some teaching signal. The a posteriori outputs (8.3) can be used to form
an a posteriori information vector
¯

u(k)=[x(k − 1), ,x(k − M ), 1, ¯y(k − 1), ,¯y(k − N)]
T
, (8.6)
which can replace the a priori information vector (8.2) in the output (8.3) and weight
update calculations (6.43)–(6.45). This also results in greater accuracy (Ljung and
Soderstrom 1983). An alternate representation of such an algorithm is the so-called
a posteriori error gradient descent algorithm (Ljung and Soderstrom 1983; Treichler
1987), explained later in this chapter.
A simple data-reusing algorithm for linear adaptive filters
The procedure of calculating the instantaneous error, output and weight update may
be repeated for a number of times, keeping the same external input vector x(k) and
teaching signal d(k), which results in improved error estimation. Let us consider such
a data-reusing LMS algorithm for FIR adaptive filters, described by (Mandic and
Chambers 2000e)
e
i
(k)=d(k) − x
T
(k)w
i
(k),
w
i+1
(k)=w
i
(k)+ηe
i
(k)x(k),
subject to |e
i+1

(k)|  γ|e
i
(k)|, 0 <γ<1,i=1, ,L.





(8.7)
DATA-REUSING ADAPTIVE LEARNING ALGORITHMS 137
0 200 400 600 800 1000 1200 1400 1600 1800 2000
-6
-5
-4
-3
-2
-1
0
Data-reusing algorithms - Linear case
Sample number
NWEV (dB)
Input: Speech signal recording
Filter: MATLAB filter(1,[1 0.5 0.2], )
Noise: 20dB SNR Gaussian
Step size: 0.01
N=1
N=2
N=3
N=4
N=5

Figure 8.1 Convergence curves for a repeatedly applied data-reusing algorithm
From (8.7), w(k + 1) is associated with the index (L + 1), i.e. w(k +1)=w
L+1
(k),
whereas for L = 1, the problem reduces to the standard a priori algorithm, i.e.
w
1
(k)=w(k), w
2
(k)=w(k + 1). Convergence curves for such a reiterated LMS
algorithm for a data-reusing FIR filter applied to echo cancellation are shown in Fig-
ure 8.1. The averaged squared prediction error becomes smaller with the number of
iterations, N.ForN →∞, the prediction error becomes the one of the NLMS
1
algo-
rithm. A geometrical perspective of the procedure (8.7) is given in Appendix F and
Figures F.2 and F.3. This provides advantageous stabilising features as compared to
standard algorithms. This is further elaborated in Section F.2.2 of Appendix F. In
practice, however, the advantage of the a posteriori algorithms is not always signifi-
cant, and depends on the physics of the problem and the chosen filter.
8.2.2 Note on the Computational Complexity
It has been shown that the computational complexity of the a priori RTRL algorithm
is O(N
4
) (Haykin 1994; Williams and Zipser 1995), with N denoting the number of
neurons in the RNN. If, in order to improve the performance, the number of neurons in
the network is increased from N to (N + 1), the time required for the new adaptation
process to finish can be dramatically increased. To depict that problem, the relative
change in the computational load when the number of neurons increases, i.e. the ratio
(N +1)

4
/N
4
, is shown in Figure 8.2. In other words, that means that the a posteriori
1
In fact, for the linear case, the NLMS algorithm is approached by repeating this kind of data-
reusing for an infinite number of times (Nitzberg 1985; Roy and Shynk 1989; Schnaufer and Jenkins
1993). For further details, see Appendix F.
138 A CLASS OF SIMPLE A POSTERIORI ALGORITHMS
1 2 3 4 5 6 7 8 9 10
0
2
4
6
8
10
12
14
16
Number of neurons in RNN
Computational complexity ratio [(N+1)^4]/[N^4]
Figure 8.2 Ratio of the increase of computational burden with N
procedure applied to the network with N neurons should have the computational load
C
L
given by
C
L
(N
4

)  C
L a posteriori
< C
L
((N +1)
4
). (8.8)
8.2.3 Chapter Summary
A detailed account of various data-reusing techniques for nonlinear adaptive filters
realised as neural networks is provided. The relationships between the a priori and
a posteriori errors are derived and the corresponding bounds on learning rates are
analysed. This class of algorithms performs better than standard algorithms, does
not introduce a significant additional computational burden, and for a class of data-
reusing algorithms, when iterated for an infinite number of times, converges to a class
of normalised algorithms.
8.3 A Class of Simple A Posteriori Algorithms
Consider a simple computational model of a feedforward neural adaptive filter shown
in Figure 6.4. The aim is to preserve
|¯e(k)|  γ|e(k)|, 0  γ<1 (8.9)
at each iteration, for both feedforward and recurrent neural networks acting as a
nonlinear predictor. The problem of obtaining the a posteriori error can be represented
in the gradient descent setting as (Mandic and Chambers 2000e)
w(k +1)=w(k) − η∇
w
E(k),
¯e(k)=d(k) − Φ(x
T
(k)w(k + 1)),
subject to |¯e(k)|  γ|e(k)|, 0 <γ<1.






(8.10)
DATA-REUSING ADAPTIVE LEARNING ALGORITHMS 139
From (8.10), the actual learning is performed in the standard manner, i.e. a priori
using e(k), whereas an improved a posteriori error ¯e(k) is calculated at every discrete
time interval using the updated weight vector w(k+1). The gradient descent algorithm
for this computational model, with the cost function in the form of E(k)=
1
2
e
2
(k), is
given by
e(k)=d(k) − Φ(x
T
(k)w(k)),
w(k +1)=w(k)+η(k)e(k)Φ

(x
T
(k)w(k))x(k),
¯e(k)=d(k) − Φ(x
T
(k)w(k + 1)).






(8.11)
This case represents a generalisation of the LMS algorithm for FIR adaptive linear
filters. Let us express the a posteriori error term from above as
¯e(k)=d(k) − Φ(x
T
(k)w(k)) − [Φ(x
T
(k)w(k + 1)) − Φ(x
T
(k)w(k))]. (8.12)
Using the CMT, for a contractive, monotonically increasing Φ and positive e(k) and
¯e(k), we have
Φ(x
T
(k)w(k + 1)) − Φ(x
T
(k)w(k)) = α(k)x
T
(k)∆w(k), (8.13)
where α(k)=Φ

(ξ) < 1, ξ ∈ (x
T
(k)w(k), x
T
(k)w(k + 1)). Using (8.11)–(8.13) yields
¯e(k)=[1− η(k)α(k)Φ


(k)x(k)
2
2
]e(k), (8.14)
where Φ

(k)=Φ

(x
T
(k)w(k)). The learning rate
η(k)=
1
α(k)Φ

(k)x(k)
2
2
,
which minimises (8.14), is approximately that of a normalised nonlinear gradient
descent algorithm (9.15), given in Chapter 9.
To obtain the bounds of such an a posteriori error, premultiplying the weight
update equation in (8.11) by x
T
(k) and applying the nonlinear activation function Φ
on either side yields (Mandic and Chambers 2000e)
Φ(x
T
(k)w(k + 1)) = Φ(x
T

(k)w(k)+η(k)e(k)Φ

(k)x(k)
2
2
). (8.15)
Further analysis depends on the function Φ, which can exhibit either contractive or
expansive behaviour. For simplicity, let us consider a class of contractive functions Φ,
which satisfy
2
Φ(a + b)  Φ(a)+Φ(b). (8.16)
With a = x
T
(k)w(k) and b = η(k)e(k)Φ

(k)x(k)
2
2
, applying (8.16) to (8.15) and
subtracting d(k) from both sides of the resulting equation, due to contractivity of Φ,
we obtain
¯e(k)  e(k) − Φ(η(k)e(k)Φ

(k)x(k)
2
2
). (8.17)
2
This is the case, for instance, for many sigmoid functions. For many other functions this is
satisfied in a certain range of interest. For instance, for a = 0, positive b and a saturating, mononically

increasing, positive sigmoid, Φ(a + b) <Φ(b) <b. The condition Φ(a + b)  Φ(a)+Φ(b) is satisfied
for the logistic function on all of its range and for the positive range of the tanh activation function.
For many other functions, |Φ(a + b)|  |Φ(a)+Φ(b)|.
140 A CLASS OF SIMPLE A POSTERIORI ALGORITHMS
For Φ a contraction, |Φ(ξ)| < |ξ|, ∀ ξ ∈ R, and (8.17) finally becomes
¯e(k) > [1 − η(k)Φ

(k)x(k)
2
2
]e(k), (8.18)
which is the lower bound for the a posteriori error for a contractive nonlinear activa-
tion function. In this case, the range allowed for the learning rate η(k) in (8.18) with
constraint (8.9) is
3
0 <η(k) <
1
Φ

(k)x(k)
2
2
. (8.19)
For Φ a linear function,
0 <η(k) <
1
x(k)
2
2
, (8.20)

which boils down to the learning rate of the NLMS algorithm. Therefore, the a poste-
riori algorithm in this context introduces a kind of normalisation of the corresponding
learning algorithm.
8.3.1 The Case of a Recurrent Neural Filter
In this case, the gradient updating equation regarding a recurrent perceptron can be
symbolically expressed as (Haykin 1994) (see Appendix D)
∂y(k)
∂w(k)
= Π (k +1)=Φ

(u
T
(k)w(k))[u(k)+w
a
(k)Π(k)], (8.21)
where the vector Π denotes the set of corresponding gradients of the output neuron
and the vector u(k) encompasses both the external and feedback inputs to the recur-
rent perceptron. The correction to the weight vector at the time instant k becomes
∆w(k)=η(k)e(k)Π (k). (8.22)
Following the same principle as for feedforward networks, the lower bound for the a
posteriori error algorithm in single-node recurrent neural networks with a contractive
activation function is obtained as
¯e(k) > [1 − η(k)u
T
(k)Π(k)]e(k), (8.23)
whereas the corresponding range allowed for the learning rate η(k) is given by
0 <η(k) <
1
|u
T

(k)Π(k)|
. (8.24)
3
Condition (8.18) is satisfied for any η>0. However, we want to preserve |¯e(k)| < |e(k)| (8.10),
with the constraint that both ¯e(k) and e(k) have the same sign, and hence the learning rate η has
to satisfy (8.19).
DATA-REUSING ADAPTIVE LEARNING ALGORITHMS 141
8.3.2 The Case of a General Recurrent Neural Network
For recurrent neural networks of the Williams–Zipser type (Williams and Zipser
1989a), with N neurons, one of which is the output neuron, the weight matrix update
for an RTRL training algorithm can be expressed as
∆W (k)=η(k)e(k)
∂y
1
(k)
∂W (k)
= η(k)e(k)Π
1
(k), (8.25)
where W (k) represents the weight matrix and
Π
1
(k)=
∂y
1
(k)
∂W (k)
is the matrix of gradients at the output neuron
π
1

n,l
(k)=
∂y
1
(k)
∂w
n,l
,
where the index n runs along the N neurons in the network and the index l runs
along the inputs to the network. This equation is similar to the one for a recurrent
perceptron, with the only difference being that weight matrix W replaces weight
vector w and gradient matrix Π =[Π
1
, ,Π
N
] replaces gradient vector Π. Notice
that in order to update matrix Π
1
, a modified version of (8.21) has to update gradient
matrices Π
i
, i =2, ,N. More details about this procedure can be found in Williams
and Zipser (1989a) and Haykin (1994).
The lower bound for the a posteriori error obtained by an a priori learning –
a posteriori error RTRL algorithm (8.25) with constraint (8.9), and a contractive
nonlinear activation function Φ – is therefore
¯e(k) > [1 − η(k)u
T
(k)Π
1

(k)]e(k), (8.26)
whereas the range of allowable learning rates η(k)is
0 <η(k) <
1
|u
T
(k)Π
1
(k)|
. (8.27)
8.3.3 Example for the Logistic Activation Function
It is shown in Chapter 7 that the condition for the logistic activation function to be
a contraction is β<4. As such a function is monotone and ascending, the bound on
its first derivative is Φ

(ξ)  β/4, ∀ ξ ∈ R. That being the case, the bounds on the a
posteriori error and learning rate for the feedforward case become, respectively,
¯e(k) >
1
4
[4 − η(k)βx(k)
2
2
]e(k) (8.28)
and
0 <η(k) <
4
βx(k)
2
2

. (8.29)
Similar conditions can be derived for the recurrent case. Further relationships between
η, β and w are given in Chapter 12.
142 AN ITERATED DATA-REUSING LEARNING ALGORITHM
8.4 An Iterated Data-Reusing Learning Algorithm
This class of algorithms employs L reuses of the weight update per sample and is a
nonlinear version of algorithm (8.7). A data-reusing gradient descent algorithm for
a nonlinear FIR filter is given by (Douglas and Rupp 1997; Mandic and Chambers
1998c)
e
i
(k)=d(k) − Φ(x
T
(k)w
i
(k)),i=1, ,L,
w
i+1
(k)=w
i
(k)+η(k)e
i
(k)Φ

(x
T
(k)w
i
(k))x(k),
subject to |e

i+1
(k)|  γ|e
i
(k)|, 0 <γ<1,i=1, ,L,





(8.30)
where w
i
(k) is the weight vector at the ith iteration of (8.30), x(k) is the input vector,
d(k) is some teaching signal and e
i
(k) is the prediction error from the ith iteration of
(8.30). For L = 1, the problem reduces to the standard a priori algorithm, whereas
w(k + 1) is associated with the index (L + 1), i.e.
w
1
(k)=w(k),
w
L+1
(k)=w(k +1).

(8.31)
Starting from the last iteration in (8.30), i.e. for i = L, we obtain
w(k +1)=w
L+1
(k)=w

L
(k)+η(k)e
L
(k)Φ

(x
T
(k)w
L
(k))x(k)
= w
L−1
(k)+η(k)e
L−1
(k)Φ

(x
T
(k)w
L−1
(k))x(k)
+ η(k)e
L
(k)Φ

(x
T
(k)w
L
(k))x(k)

= w(k)+
L

i=1
η(k)e
i
(k)Φ

(x
T
(k)w
i
(k))x(k). (8.32)
Consider the expression for the instantaneous error from the (i + 1)th iteration at the
output neuron
e
i+1
(k)=d(k) − Φ(x
T
(k)w
i+1
(k))
=[d(k) − Φ(x
T
(k)w
i
(k))] − [Φ(x
T
(k)w
i+1

(k)) − Φ(x
T
(k)w
i
(k))]. (8.33)
The second term on the right-hand side of (8.33) depends on the function Φ, which
can exhibit either contractive or expansive behaviour (Appendix G). For a contractive
Φ, assuming positive quantities, ∃α(k)=Φ

(ξ), ξ ∈ (x
T
(k)w
i
(k), x
T
(k)w
i+1
(k))
such that the right-hand term in square brackets from (8.33) can be replaced by
α(k)x
T
(k)∆w
i
(k), which yields
e
i+1
(k)=e
i
(k)[1 − η(k)α(k)Φ


(x
T
(k)w
i
(k))x(k)
2
2
]. (8.34)
To calculate the bound on such an error, premultiplying the first equation in (8.30)
by x
T
(k) and applying the nonlinear activation function Φ on either side yields
Φ(x
T
(k)w
i+1
(k)) = Φ(x
T
(k)w
i
(k)+η(k)e
i
(k)Φ

(x
T
(k)w
i
(k))x(k)
2

2
). (8.35)
DATA-REUSING ADAPTIVE LEARNING ALGORITHMS 143
Further analysis depends on whether Φ is a contraction or an expansion. It is con-
venient to assume that e
i
(k), i =1, ,L, have the same sign during iterations
(Appendix F, Figure F.3). From (8.15)–(8.18), we have
e
i+1
(k) > [1 − η(k)Φ

(x
T
(k)w
i
(k))x(k)
2
2
]e
i
(k) (8.36)
from iteration to iteration of (8.30). Assume that
Φ

(k) ≈ Φ

(x
T
(k)w

1
(k)) ≈··· ≈ Φ

(x
T
(k)w
L
(k)),
then after L iterations
4
of (8.36), we have
e(k +1)> [1 − η(k)Φ

(k)x(k)
2
2
]
L
e(k). (8.37)
The term in the square brackets from above has its modulus less than unity. In that
case, the whole procedure is a fixed point iteration, whose convergence is given in
Appendix G.
From (8.37) and the condition |¯e(k)| < |e(k)|, the range allowed for the learning
rate η(k) in the data-reusing adaptation (8.30) is
0 <η(k) <
1
Φ

(k)x(k)
2

2
. (8.38)
8.4.1 The Case of a Recurrent Predictor
The correction to the weight vector of the jth neuron, at the time instant k becomes
∆w
j
(k)=η(k)e(k)Π
(j)
1
(k), (8.39)
where Π
(j)
1
(k) represents the jth row of the gradient matrix Π
1
(k). From the above
analysis
0 <η(k) < max
j
1
|u
T
(k)Π
(j)
1
(k)|
. (8.40)
8.5 Convergence of the A Posteriori Approach
In the case of nonlinear adaptive filters, there is generally no Wiener solution, and
hence the convergence is mainly considered through Lyapunov stability (DeRusso et

al. 1998; Zurada and Shen 1990), or through contraction mapping (Mandic and Cham-
bers 1999b). Here, due to the assumption that for this class of data-reusing algorithms,
the a priori and the a posteriori errors have the same sign through the data-reusing
fixed point iteration, and |¯e(k)| < |e(k)|, convergence of the a posteriori (data-reusing)
error algorithm is defined by convergence of the underlying a priori error learning
algorithm, which is detailed in Chapter 10. The limit behaviour of the above class of
algorithms can be achieved for the infinite number of data-reuse iterations, i.e. when
4
The term in the square brackets from (8.37) is strictly less than unity and becomes smaller
with L. Also, e(k)=e
1
(k), e(k +1)=e
L+1
(k). In fact, the relation (8.36) represents a fixed point
iteration, which, due to CMT, converges for |1 − η(k)Φ

(x
T
(k)w
i
(k))x(k)
2
2
| < 1.
144 A POSTERIORI ERROR GRADIENT DESCENT ALGORITHM
L →∞. In that case, for instance, e
i
(k) > [1 − η(k)Φ

(k)x(k)

2
2
]
i−1
e(k), which from
(8.36) forms a geometric series, which converges to a normalised nonlinear gradient
descent algorithm (Figure F.3), and consequently the ratio e
i+1
(k)/e
i
(k) → 0.
8.6 A Posteriori Error Gradient Descent Algorithm
The a posteriori outputs (8.3) can be used to form an updated a posteriori information
vector
¯
u(k)=[x(k − 1), ,x(k − M ), 1, ¯y(k − 1), ,¯y(k − N)]
T
, (8.41)
which can replace the a priori information vector (8.2) in the output (8.3) and weight
update calculations (6.43)–(6.45). An alternate representation of such an algorithm
is the so-called a posteriori error gradient descent algorithm (Ljung and Soderstrom
1983; Treichler 1987), which is the topic of this section. Since the updated weight
vector w(k+1) is available before the new input vector x(k+1) arrives, an a posteriori
error gradient can be expressed as (Douglas and Rupp 1997; Ljung and Soderstrom
1983; Treichler 1987)
¯
∇
w
(
1

2
¯e
2
(k)) =
∂(
1
2
¯e
2
(k))
∂w(k +1)
. (8.42)
Using the above expression and, for simplicity, constraining the a posteriori infor-
mation vector
¯
u(k) to the case of a nonlinear dynamical neuron without feedback
yields (Ljung and Soderstrom 1983; Treichler 1987)
∂(
1
2
¯e
2
(k))
∂w(k +1)
= −Φ

(x
T
(k)w(k + 1))¯e(k)x(k). (8.43)
The a posteriori error can be now expressed as (Mandic and Chambers 1998b,c)

¯e(k)=d(k) − Φ(x
T
(k)w(k + 1))
= d(k) − Φ(x
T
(k)w(k)) + Φ(x
T
(k)w(k)) − Φ(x
T
(k)w(k + 1))
= e(k) − [Φ(x
T
(k)w(k + 1)) − Φ(x
T
(k)w(k))], (8.44)
which contains terms with the time index (k + 1). Let us therefore express the term
5
Φ(x
T
(k)w(k + 1)) = Φ(x
T
(k)w(k)+x
T
(k)∆w(k)) (8.45)
via its first-order Taylor expansion about the point x
T
(k)w(k)as
Φ(x
T
(k)w(k + 1)) ≈ Φ(x

T
(k)w(k)) +
∂Φ(x
T
(k)w(k))
∂w(k)
∆w(k)
= Φ(x
T
(k)w(k)) + η¯e(k)Φ

2
(k)x
T
(k)x(k), (8.46)
5
Notice that using Lipschitz continuity of Φ, the modulus of the term on the right-hand side of
(8.44), i.e. [Φ(x
T
(k)w(k + 1)) − Φ(x
T
(k)w(k))] is bounded from ab ove by
|η¯e(k)Φ

(x
T
(k)w(k + 1))x
T
(k)x(k)|.
DATA-REUSING ADAPTIVE LEARNING ALGORITHMS 145

0 1 2 3 4 5
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Φ
′
e
ap
/e
Figure 8.3 Ratio between the a posteriori and a priori errors for various slopes of the
activation function
where Φ

(k)=Φ

(x
T
(k)w(k)) ≈ Φ

(x
T
(k)w(k+1)). Now, combining (8.44) and (8.46)

yields the a posteriori error
¯e(k)=
e(k)
1+ηΦ

2
(k)x
T
(k)x(k)
=
e(k)
1+ηΦ

2
(k)x(k)
2
2
. (8.47)
The a posteriori error ¯e(k) (8.47) is smaller in magnitude than the corresponding a
priori error e(k), since the denominator of (8.47) is strictly greater than unity. For
expansive activation functions, Φ

> 1 and the effect described by (8.47) is even more
emphasised. However, the a priori error in this case can be quite large in magnitude.
The effective learning rate for this algorithm becomes
6
η(k)=
1
1+ηΦ


2
(k)x(k)
2
2
, (8.48)
which does not exhibit the problem of unboundedness of η for small x(k)
2
2
,as
experienced with the class of normalised algorithms. The ratio between ¯e and e as
defined by (8.47) is shown in Figure 8.3. For the simulation, the parameters were
η =0.1 and x = 1. The a posteriori error is clearly smaller than the a priori
error for any Φ

of interest. For expansive functions, the ratio is smaller than for
contractive functions, which means that data-reusing has the effect of stabilisation of
the algorithm in this case.
6
For a linear Φ, using the matrix inversion lemma, the learning rate (8.48) is equivalent to the
learning rate of a general NLMS algorithm µ
0
(k)/x(k)
2
2
(Douglas and Rupp 1997).
146 EXPERIMENTAL RESULTS
8.6.1 A Posteriori Error Gradient Algorithm for Recurrent Neural Networks
Recall that when using the a posteriori information vector (8.41), the output of a
recurrent perceptron becomes
¯y(k)=Φ


M

j=1
w
j
(k+1)x(k−j)+w
M+1
(k+1)+
N

m=1
w
m+M+1
(k+1)¯y(k−m)

, (8.49)
or compactly as
¯y(k)=Φ(
¯
u
T
(k)w(k + 1)). (8.50)
Following the approach from Treichler (1987) and the above analysis, the a posteriori
error gradient adaptation regarding the recurrent perceptron can be symbolically
expressed as
¯
Π(k +1)=Φ

(

¯
u
T
(k)w(k + 1))[
¯
u(k)+w(k +1)
¯
Π(k)]. (8.51)
Using the a posteriori error gradient technique from Ljung and Soderstrom (1983)
and Treichler (1987), the weight update of this algorithm becomes
η¯e(k)
¯
Π(k), (8.52)
where ¯e(k)=d(k) − Φ(
¯
u
T
(k)w(k + 1)). Hence (Mandic and Chambers 1998c, 1999d),
¯e(k)=
d(k) − Φ(
¯
u
T
(k)w(k))
1+η
¯
Π(k)
2
2
. (8.53)

The denominator in (8.53) is strictly greater than unity, which makes the a posteriori
error ¯e(k) smaller in magnitude than the a priori error (Mandic and Chambers 1998a).
The analysis for a full recurrent neural network is straightforward.
8.7 Experimental Results
The simulations on two speech signals, denoted by s1 and s2, which come from two
different individuals, were undertaken in order to support the derived algorithms.
The amplitudes of the signals were adjusted to lie within the range of the function
Φ, i.e. within (0, 1) for the logistic function. The measure that was used to assess the
performance of the predictors was the forward prediction gain R
p
given by
R
p

= 10 log
10

ˆσ
2
s
ˆσ
2
e

dB, (8.54)
where ˆσ
2
s
denotes the estimated variance of the speech signal {s(k)}, whereas ˆσ
2

e
denotes the estimated variance of the forward prediction error signal {e(k)}. In the
experiments, the initialisation procedure used the same strategy, namely epochwise,
with 200 epochs ran over 300 samples, as described in Mandic et al. (1998) and Bal-
tersee and Chambers (1998). The network chosen for the analysis was with N =2
neurons and one external input signal to the network. Such a network was tested on
both the a priori and a posteriori algorithms and the simulation results are shown
DATA-REUSING ADAPTIVE LEARNING ALGORITHMS 147
Table 8.1 Comparison between prediction gains Rp between an a priori scheme and
various a posteriori schemes
Prediction gain s1 s2
R
p
(dB) a priori scheme 7.78 8.48
W (k), feedback nonupdated, N =2
R
p
(dB) a posteriori scheme 7.84 8.55
W (k + 1), feedback nonupdated, N =2
R
p
(dB) a posteriori scheme 9.23 8.78
W (k + 1), feedback updated, a posteriori
¯
Π, N =2
R
p
(dB) a priori scheme 7.79 8.49
W (k), feedback nonupdated, N =3
in Table 8.1. In order to show the merit of the a posteriori approach on the net-

work with N = 2 neurons, the results achieved were further compared to the perfor-
mance obtained using the a priori network with N = 3 neurons. The results show
that the performance of an RNN predictor improves with the amount of a poste-
riori information involved. The best results were achieved for the scheme with the
a posteriori gradients, which were used in the recursive weights adaptation algo-
rithm, and the corresponding feedback values were updated, i.e. the a posteriori
information vector was used. The improvement in the performance in that case, as
compared with the a priori scheme with N = 3, was, for example, 1.44 dB for the
signal s1.
In the second experiment, an a posteriori algorithm with an updated a posteriori
information vector was applied to modular nested recurrent architectures (PRNN) as
described in Mandic et al. (1998) and Baltersee and Chambers (1998). The exper-
iments were undertaken on speech. For modular networks with typically M =5
modules and N = 2 neurons per recurrent module, there was not much improvement
in prediction gain between the a posteriori gradient formulation and the standard
algorithm. However, for an ERLS learning algorithm (Appendix D), there was an
improvement of several percent in the prediction gain when using the algorithm with
an updated a posteriori information vector (8.41).
8.8 Summary
Relationships between the a priori and a posteriori prediction error, learning rate
and slope of the nonlinear activation function of a nonlinear adaptive filter realised
by a neural network have been derived. This has been undertaken for learning
algorithms based upon gradient descent for both the feedforward and recurrent
case. A general data-reusing (a posteriori adaptation) adaptive algorithm for non-
linear adaptive filters realised as neural networks was then analysed. These algo-
rithms use L weight updates per fixed external input vector and teaching sig-
nal. Therefore, their performance is in between the standard gradient descent and
normalised algorithm. Relationships between the errors from consecutive iterations
148 SUMMARY
of the algorithm are derived based upon the corresponding a priori prediction

error and gradients of the nonlinear activation function of a neuron, as well as
the L
2
norm of the input data vector and the learning rate η. However, in prac-
tice, the benefits of data-reusing techniques may not be significant. Relationships
between η, β and x
2
2
deserve more attention and will be addressed in Chap-
ter 12.